Rational inattention: Beyond the linear-quadratic case

American Economic Review

Volumn 96, Issue 2, 2006, Pages 158-163

  Sims, Christopher A ^a  

^a PRINCETON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33744541116     PISSN: 00028282     EISSN: None     Source Type: Journal    
DOI: 10.1257/000282806777212431     Document Type: Conference Paper

References (11)

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3. Mondria, Jordi. "Financial Contagion and Attention Allocation." Unpublished Paper, 2005.
4. Moscarini, Giuseppe. "Limited Information Capacity as a Source of Inertia." Journal of Economic Dynamics and Control, 2004, 28(10), pp. 2003-35.
5. Peng, Lin. "Learning with Information Capacity Constraints." Journal of Financial and Quantitative Analysis, 2005, 40(2), pp. 307-29.
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7. Sims, Christopher A. "Stickiness." Carnegie-Rochester Conference Series on Public Policy, 1998, 49(0), pp. 317-56.
8. Sims, Christopher A. "Implications of Rational Inattention." Journal of Monetary Economics, 2003, 50(3), pp. 665-90.
9. Sims, Christopher A. "Rational Inattention: A Research Agenda." Technical Report, Princeton University, 2005. Available at http://sims. princeton.edu/RIplus.
10. Van Nieuwerburgh, Stijn and Veldkamp, Laura. "Information Acquisition and Portfolio Under-Diversification." New York University, Stern School of Business, Department of Finance Working Paper Series: No. FIN-04-025, 2004a.
11. Van Nieuwerburgh, Stijn and Veldkamp, Laura. "Information Immobility and the Home Bias Puzzle." New York University, Stern School of Business, Department of Finance Working Paper Series: No. FIN-04-026, 2004b.